Suppose you want to hedge a $450 million bond portfolio with a duration of 4 years using 10-year Treasury note futures with a duration of 5.5 years, a futures price of 107, and 6 months to expiration. The multiplier on Treasury note futures is $100,000. How many contracts do you buy or sell? Note: Do not round intermediate calculations. Round your answer to the nearest whole number. Number of contracts to sell _